Well, if you transfer your funds from one well-known CEX to another well-known CEX, you should not have any problem. I believe most well-known CEX wallets can be traced if you dig a little bit. I have been transferring this way for a long time, and I have never had any issues. I am not saying that it is safe to do, but I have never heard if anyone has any problems if everything is right.

I have sent my Bitcoin to Kucoin and then exchanged it for USDT and later sold it on Binance P2P because there are more options on Binance P2P than Kucoin P2P. I did it a couple of times.